"Is there a way to declare "my_matrix" with no dimensions, so that I don't get the above error on the first loop iteration?"
There is nothing stopping you from declaring a matrix to have any of its dimensions to have zero size, e.g.:
M = nan(2,0,3,0);
but probably all you need is this:
M = [];
"Is there a way to check if a matrix called "my_matrix" exists?"
You could use EXIST, but coding using EXIST is slow and best avoided:
Really, that approach is best avoided. Here is a much better approach:
M = func(blah blah blah);
for k = 2:big_number
R = func(blah blah blah)
M = [M,R];
end
However this is all rather moot, because if your code iterates up to a BIG_NUMBER then you really need to preallocate the entire array before the loop:
